enr ... 14Jan 2016
• UTHERN FINAN Page 2 of 2
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Deutsch, Bank AG
Ueda - Default Swap
Trade ID Counterparty Trade Type Ref. Entity Trade Date Eft Date Maturity Date BuySell Not.Amt 1 Not.Ccyl Not.Amt 2 Not. Ccy2 Rate Spread MTM(USD)
SOUTHERN CDSwapSov BRASOV 13-Ja-2015 14.-bn-2015 20-Mar-2LM) SELL 10000 000 00 USD 10 000003 00 iiS:) 10000 461 i I 33)492'•:'
FINANCIAL. LLC
Subtotal ' ' '2`:' (.92 f., :.
Equity -Option
db Ticket Counterparty Ref. Entity Put/ Call Expiry Date NoLAmt Not.Ccy Quantity Strike Price Spot Price Implied Volatlity Fair Price MTM(USD)
SOUTHERN TWTR N CALL 27-Jan.2016 3.896.62000 usD 100 000 389662 16.6800 1042932 0000 12.15
FINANCIAL. LLC
Subtotal '2 '5
WO-BannGAS
db Ticket Counterparty Ref. Entity Put/ Call Expiry Date Not.Amt Not.Ccy Not.Amt 2 Not.Ccy2 Strike Price MTM(USD)
SOUTHERN 'MIR N 01.Feb-2016 T,2.25a.C.a Oci USD 22 5300 386028 53
FINANCIAL. LLC
Subtotal: 386.028 53
FX • HOF
Settlement Not.Ccy Not.Ccy
DealGrouplD Counterpart), Trade Type Trade Date Maturity Date Date Not.Amt 1 1 Not.Amt 2 2 DBPays DBReceives BuySell MTM(USD)
SOUTHERN FXNDF 30.Oct-2015 02-Aug-2016 04.Aug-2016 (1 200.000 Can JPY 11 540,400000 00 HAW 11443 084 3II)
FINANCIAL. LLC
Subtotal: r'-.,:.14:;,,
TM& (1S01:536.22)
Statement ID:
The valuation information set forth in this statement is provided subject to the terms and conditions set forth in the notes on the cover sheet
CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0119656
CONFIDENTIAL SDNY_GM_00265840
EFTA01459322